FTCS vs. BUFX
FTCS (First Trust Capital Strength ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - FTCS is a Large Cap Blend Equities fund tracking the The Capital Strength Index, while BUFX is a Defined Outcome fund managed by First Trust. At a 0.49 correlation, their price movements are largely independent. FTCS charges 0.53%/yr vs 0.96%/yr for BUFX.
Performance
FTCS vs. BUFX - Performance Comparison
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Returns By Period
In the year-to-date period, FTCS achieves a 0.01% return, which is significantly lower than BUFX's 4.10% return.
FTCS
- 1D
- -0.01%
- 1M
- -0.79%
- YTD
- 0.01%
- 6M
- 0.21%
- 1Y
- 2.29%
- 3Y*
- 9.49%
- 5Y*
- 5.40%
- 10Y*
- 10.16%
BUFX
- 1D
- -0.05%
- 1M
- 1.35%
- YTD
- 4.10%
- 6M
- 4.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTCS vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FTCS First Trust Capital Strength ETF | 0.01% | 3.93% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 4.10% | 5.62% |
Correlation
The correlation between FTCS and BUFX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.49 |
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Return for Risk
FTCS vs. BUFX — Risk / Return Rank
FTCS
BUFX
FTCS vs. BUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FTCS | BUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | — | — |
| Martin ratioReturn relative to average drawdown | 0.73 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTCS | BUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 2.68 | -2.18 |
Drawdowns
FTCS vs. BUFX - Drawdown Comparison
The maximum FTCS drawdown since its inception was -53.64%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for FTCS and BUFX.
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Drawdown Indicators
| FTCS | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.64% | -2.87% | -50.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.62% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | — | — |
Current DrawdownCurrent decline from peak | -6.95% | -0.07% | -6.88% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -0.24% | -6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | — | — |
Volatility
FTCS vs. BUFX - Volatility Comparison
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Volatility by Period
| FTCS | BUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.99% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 3.98% | +5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 3.98% | +9.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 3.98% | +11.56% |
FTCS vs. BUFX - Expense Ratio Comparison
FTCS has a 0.53% expense ratio, which is lower than BUFX's 0.96% expense ratio.
Dividends
FTCS vs. BUFX - Dividend Comparison
FTCS's dividend yield for the trailing twelve months is around 1.12%, while BUFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTCS First Trust Capital Strength ETF | 1.12% | 1.04% | 1.33% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% |
Frequently Asked Questions
FTCS and BUFX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTCS is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTCS is cheaper with a 0.53% expense ratio, compared with 0.96% for BUFX.
FTCS has the higher dividend yield at 1.12%, compared with 0.00% for BUFX.
FTCS is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. Their fees differ too: 0.53% for FTCS and 0.96% for BUFX.
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